DOI10.1007/b139025zbMath1078.62112OpenAlexW3143536790MaRDI QIDQ4671205
Rafał Weron, Pavel Čížek, Wolfgang Karl Härdle
Publication date: 25 April 2005
Full work available at URL: https://doi.org/10.1007/b139025
Asymptotics for high dimensional regression \(M\)-estimates: fixed design results,
An efficient series approximation for the Lévy \(\alpha\)-stable symmetric distribution,
Recovery process model,
Eigen-Adjusted Functional Principal Component Analysis,
Goodness-of-fit test for \(\alpha\)-stable distribution based on the quantile conditional variance statistics,
Estimation of the Ruin Probability in Infinite Time for Heavy Right-Tailed Losses,
Robust estimators and tests for bivariate copulas based on likelihood depth,
Fractional-order mathematical model for calcium distribution in nerve cells,
Large covariance estimation through elliptical factor models,
Bayesian neural network priors for edge-preserving inversion,
Statistical tools for anomaly detection as a part of predictive maintenance in the mining industry,
Optimal lower barrier on modified surplus process,
A new approach for extracting the amplitude spectrum of the seismic wavelet from the seismic traces,
Self-organisation of random oscillators with Lévy stable distributions,
The value of product recall insurance in a price competition with financially constrained suppliers,
Stable and generalized-\(t\) distributions and applications,
Fractionally delineate the neuroprotective function of calbindin-D28k in Parkinson’s disease,
A general model of forager search: adaptive encounter-conditional heuristics outperform Lévy flights in the search for patchily distributed prey,
Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws,
e-Learning statistics — a selective review,
COLLOCATING VOLATILITY: A COMPETITIVE ALTERNATIVE TO STOCHASTIC LOCAL VOLATILITY MODELS,
Systems simulation analysis and optimization of insurance business,
Codifference as a practical tool to measure interdependence,
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle,
ECA: High-Dimensional Elliptical Component Analysis in Non-Gaussian Distributions,
Forecasting volatility with support vector machine-based GARCH model,
Estimating the distortion parameter of the proportional hazards premium for heavy-tailed losses under Lévy-stable regime,
Bounds on mean absolute deviation portfolios under interval-valued expected future asset returns,
Empirical cumulant function based parameter estimation in stable laws,
Smoothed L-estimation of regression function,
Heavy-tails and regime-switching in electricity prices,
Parametric Estimation of Risk Neutral Density Functions,
Recovery process model for two companies,
Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics
